{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,6]],"date-time":"2024-09-06T03:30:28Z","timestamp":1725593428449},"publisher-location":"Berlin, Heidelberg","reference-count":20,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642219993"},{"type":"electronic","value":"9783642220005"}],"license":[{"start":{"date-parts":[[2011,1,1]],"date-time":"2011-01-01T00:00:00Z","timestamp":1293840000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011]]},"DOI":"10.1007\/978-3-642-22000-5_63","type":"book-chapter","created":{"date-parts":[[2011,6,27]],"date-time":"2011-06-27T05:21:59Z","timestamp":1309152119000},"page":"610-619","source":"Crossref","is-referenced-by-count":0,"title":["Multistage Covariance Approach to Measure the Randomness in Financial Time Series Analysis"],"prefix":"10.1007","author":[{"given":"Ryszard","family":"Szupiluk","sequence":"first","affiliation":[]},{"given":"Piotr","family":"Wojewnik","sequence":"additional","affiliation":[]},{"given":"Tomasz","family":"Z\u0105bkowski","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"63_CR1","volume-title":"Introduction to random signals and applied Kalman filtering","author":"R.G. Brown","year":"1992","unstructured":"Brown, R.G., Hwang, P.: Introduction to random signals and applied Kalman filtering. John Wiley, New York (1992)"},{"key":"63_CR2","volume-title":"Neural networks for pattern recognition","author":"C.M. Bishop","year":"1996","unstructured":"Bishop, C.M.: Neural networks for pattern recognition. Oxford Univ. Press, Oxford (1996)"},{"key":"63_CR3","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-11777-4","volume-title":"Fractals in Science","author":"A. Bunde","year":"1994","unstructured":"Bunde, A., Halvin, S.: Fractals in Science. Springler, Heidelburg (1994)"},{"key":"63_CR4","doi-asserted-by":"publisher","DOI":"10.1002\/0470845899","volume-title":"Adaptive Blind Signal and Image Processing","author":"A. Cichocki","year":"2002","unstructured":"Cichocki, A., Amari, S.: Adaptive Blind Signal and Image Processing. John Wiley, Chichester (2002)"},{"key":"63_CR5","volume-title":"Forecasting Financial Markets","author":"C.. Dunis","year":"1996","unstructured":"Dunis, C.: Forecasting Financial Markets. John Wiley, West Sussex (1996)"},{"key":"63_CR6","doi-asserted-by":"publisher","DOI":"10.1002\/0470013265","volume-title":"Applied Quantitative Methods for Trading and Investment","author":"C.. Dunis","year":"2003","unstructured":"Dunis, C.: Applied Quantitative Methods for Trading and Investment. John Wiley, West Sussex (2003)"},{"key":"63_CR7","volume-title":"Adaptive filter theory","author":"S. Haykin","year":"1996","unstructured":"Haykin, S.: Adaptive filter theory. Prentice-Hall, Upper Saddle River (1996)"},{"key":"63_CR8","volume-title":"Options, futures, and other derivatives","author":"J. Hull","year":"2000","unstructured":"Hull, J.: Options, futures, and other derivatives. Prentice-Hall, Englewood Cliffs (2000)"},{"key":"63_CR9","doi-asserted-by":"crossref","first-page":"770","DOI":"10.1061\/TACEAT.0006518","volume":"116","author":"H.E. Hurst","year":"1951","unstructured":"Hurst, H.E.: Long term storage capacity of reservoirs. Trans. Am. Soc. Civil Engineers\u00a0116, 770\u2013799 (1951)","journal-title":"Trans. Am. Soc. Civil Engineers"},{"key":"63_CR10","volume-title":"New trading systems and methods","author":"P. Kaufman","year":"2005","unstructured":"Kaufman, P., Hoboken, N.J.: New trading systems and methods. John Wiley and Sons, Chichester (2005)"},{"key":"63_CR11","volume-title":"Detection of signals in noise","author":"R.N. MacDonough","year":"1995","unstructured":"MacDonough, R.N., Whalen, A.D.: Detection of signals in noise. Academic Press, San Diego (1995)"},{"key":"63_CR12","volume-title":"Signal Processing with Alpha-Stable Distributions and Applications","author":"C.L. Nikias","year":"1995","unstructured":"Nikias, C.L., Shao, M.: Signal Processing with Alpha-Stable Distributions and Applications. John Wiley&Son, West Sussex (1995)"},{"key":"63_CR13","volume-title":"Fractal market analysis","author":"E. Peters","year":"1996","unstructured":"Peters, E.: Fractal market analysis. John Wiley&Son, West Sussex (1996)"},{"key":"63_CR14","volume-title":"Stable non-Gaussian random processes: stochastic models with infinitive variance","author":"G. Samorodnitskij","year":"1994","unstructured":"Samorodnitskij, G., Taqqu, M.: Stable non-Gaussian random processes: stochastic models with infinitive variance. Chapman & Hall, NY (1994)"},{"issue":"7","key":"63_CR15","doi-asserted-by":"publisher","first-page":"1559","DOI":"10.1162\/089976601750265009","volume":"13","author":"J.V. Stone","year":"2001","unstructured":"Stone, J.V.: Blind Source Separation Using Temporal Predictability. Neural Computation\u00a013(7), 1559\u20131574 (2001)","journal-title":"Neural Computation"},{"key":"63_CR16","doi-asserted-by":"publisher","DOI":"10.1142\/3907","volume-title":"Essentials of stochastic finance: facts, models, theory","author":"A.N. Shiryaev","year":"1999","unstructured":"Shiryaev, A.N.: Essentials of stochastic finance: facts, models, theory. World Scientific, Singapore (1999)"},{"key":"63_CR17","doi-asserted-by":"crossref","unstructured":"Szupiluk, R.: Noise Detection for Latent Component Classification in Ensemble Method. Przegl\u0105d Elektrotechniczny (1) (2010)","DOI":"10.1007\/978-3-642-13208-7_59"},{"key":"63_CR18","unstructured":"Szupiluk, R., Wojewnik, P., Z\u0105bkowski, T.: The R\/S Analysis for the Latent Component Identification for Prediction Improvement Computational Intelligence: Methods and App. EXIT, pp. 590\u2013598 (2008)"},{"key":"63_CR19","volume-title":"Discrete Random Signals and Statistical Signal Processing","author":"C.W. Therrien","year":"1992","unstructured":"Therrien, C.W.: Discrete Random Signals and Statistical Signal Processing. Prentice Hall, New Jersey (1992)"},{"key":"63_CR20","volume-title":"Advanced signal processing and digital noise reduction","author":"S.V. Vaseghi","year":"1997","unstructured":"Vaseghi, S.V.: Advanced signal processing and digital noise reduction. John Wiley and Sons, Chichester (1997)"}],"container-title":["Lecture Notes in Computer Science","Agent and Multi-Agent Systems: Technologies and Applications"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-22000-5_63","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,11,26]],"date-time":"2021-11-26T22:09:24Z","timestamp":1637964564000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-22000-5_63"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011]]},"ISBN":["9783642219993","9783642220005"],"references-count":20,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-22000-5_63","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2011]]}}}